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BIGT vs. MAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BIGT vs. MAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
21.92%
23.44%
BIGT
MAGS

Returns By Period

The year-to-date returns for both investments are quite close, with BIGT having a 50.85% return and MAGS slightly higher at 52.74%.


BIGT

YTD

50.85%

1M

6.48%

6M

23.40%

1Y

56.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

MAGS

YTD

52.74%

1M

7.81%

6M

24.94%

1Y

58.17%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BIGTMAGS
Sharpe Ratio2.272.31
Sortino Ratio2.912.95
Omega Ratio1.391.39
Calmar Ratio3.123.17
Martin Ratio10.1310.30
Ulcer Index5.58%5.58%
Daily Std Dev24.90%24.96%
Max Drawdown-18.10%-18.10%
Current Drawdown-3.57%-2.37%

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BIGT vs. MAGS - Expense Ratio Comparison

Both BIGT and MAGS have an expense ratio of 0.29%.


BIGT
Roundhill Magnificent Seven ETF
Expense ratio chart for BIGT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Correlation

-0.50.00.51.01.0

The correlation between BIGT and MAGS is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BIGT vs. MAGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BIGT, currently valued at 2.23, compared to the broader market0.002.004.002.232.31
The chart of Sortino ratio for BIGT, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.002.872.95
The chart of Omega ratio for BIGT, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.39
The chart of Calmar ratio for BIGT, currently valued at 3.07, compared to the broader market0.005.0010.0015.003.073.17
The chart of Martin ratio for BIGT, currently valued at 9.94, compared to the broader market0.0020.0040.0060.0080.00100.009.9410.30
BIGT
MAGS

The current BIGT Sharpe Ratio is 2.27, which is comparable to the MAGS Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BIGT and MAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.23
2.31
BIGT
MAGS

Dividends

BIGT vs. MAGS - Dividend Comparison

BIGT's dividend yield for the trailing twelve months is around 0.29%, which matches MAGS's 0.29% yield.


TTM2023
BIGT
Roundhill Magnificent Seven ETF
0.29%0.44%
MAGS
Roundhill Magnificent Seven ETF
0.29%0.44%

Drawdowns

BIGT vs. MAGS - Drawdown Comparison

The maximum BIGT drawdown since its inception was -18.10%, roughly equal to the maximum MAGS drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for BIGT and MAGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.57%
-2.37%
BIGT
MAGS

Volatility

BIGT vs. MAGS - Volatility Comparison

Roundhill Magnificent Seven ETF (BIGT) and Roundhill Magnificent Seven ETF (MAGS) have volatilities of 8.17% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.17%
8.22%
BIGT
MAGS